+59.4%
SLB vs RSG
-1.5%
+60.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +7.1% | +4.0% | +3.2% | +7.1% |
| 3M | +0.6% | +7.4% | -6.7% | +0.4% |
| 6M | +17.6% | +0.1% | +17.5% | +18.0% |
| YTD | +48.5% | +6.0% | +42.4% | +45.3% |
| 1Y | +59.4% | -3.0% | +62.4% | +58.1% |
| All | +59.4% | -1.5% | +60.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling